Cover Image

Convergence Analysis of regularised Nyström method for Functional Linear Regression

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Gupta, Naveen, Sampath, Sivananthan
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory 62R10, 62G20, 65F22
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Maximum a posteriori testing in statistical inverse problems
by: Kretschmann, Remo, et al.
Published: (2024)

Convergence of Empirical Optimal Transport in Unbounded Settings
by: Staudt, Thomas, et al.
Published: (2023)

Möbius inversion and the iterated bootstrap
by: Schäfer, Florian
Published: (2024)

Optimal regularized hypothesis testing in statistical inverse problems
by: Kretschmann, Remo, et al.
Published: (2022)

Local Fr'echet Regression via RKHS embedding and Its Applications to Data Analysis on Manifolds
by: Iida, Yuki, et al.
Published: (2025)

Identification-Robust Testing in Endogenous Functional Linear Regression with Weak or Irrelevant Auxiliary Variables
by: Seo, Won-Ki
Published: (2026)

Early stopping for conjugate gradients in statistical inverse problems
by: Hucker, Laura, et al.
Published: (2024)

A Note on Local Linear Regression for Time Series in Banach Spaces
by: Heinrichs, Florian
Published: (2025)

Low-Dose Tomography of Random Fields and the Problem of Continuous Heterogeneity
by: Yun, Ho, et al.
Published: (2025)

Statistical Inference for Bures-Wasserstein Flows
by: Santoro, Leonardo V., et al.
Published: (2023)

Empirical interpretation of the Pitman efficiency
by: Inglot, Tadeusz
Published: (2026)

Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes
by: Kühnert, Sebastian, et al.
Published: (2024)

Strong consistency of the local linear estimator for a generalized regression function with dependent functional data
by: Matsuoka, Danilo Hiroshi, et al.
Published: (2026)

Average Marginal Effects in One-Step Partially Linear Instrumental Regressions
by: Girard, Lucas, et al.
Published: (2026)

Empirical Risk Minimization as Parameter Choice Rule for General Linear Regularization Methods
by: Li, Housen, et al.
Published: (2017)

On identification in ill-posed linear regression
by: Finocchio, Gianluca, et al.
Published: (2025)

Comparing regularisation paths of (conjugate) gradient estimators in ridge regression
by: Hucker, Laura, et al.
Published: (2025)

Lower Complexity Adaptation for Empirical Entropic Optimal Transport
by: Groppe, Michel, et al.
Published: (2023)

The central limit theorem for sum-functions of m-tuples of spacings
by: Mirakhmedov, Sherzod M.
Published: (2024)

Bootstrap tests for almost goodness-of-fit
by: Baíllo, Amparo, et al.
Published: (2024)

Convergence analysis of Tikhonov regularization for non-linear statistical inverse learning problems
by: Rastogi, Abhishake, et al.
Published: (2019)

A Scalable Sequential Framework for Dynamic Inverse Problems via Model Parameter Estimation
by: Keating, Aryeh, et al.
Published: (2026)

An effective estimation of multivariate density functions using extended-beta kernels with Bayesian adaptive bandwidths
by: Somé, Sobom M., et al.
Published: (2025)

On uniformly consistent tests
by: Ermakov, Mikhail
Published: (2023)

Optimal break tests for large linear time series models
by: Gupta, Abhimanyu, et al.
Published: (2025)

Likelihood asymptotics of stationary Gaussian arrays
by: Chong, Carsten H., et al.
Published: (2025)

Semiparametric Uncertainty Quantification via Isotonized Posterior for Deconvolutions
by: Gili, Francesco, et al.
Published: (2026)

Identifiability in Graphical Discrete Lyapunov Models
by: Recke, Cecilie Olesen, et al.
Published: (2026)

Convergence Rates for Latent Mixing Measures in Infinite Homoscedastic Location-Scale Mixture Models
by: Bariletto, Nicola, et al.
Published: (2026)

Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
by: Bastian, Patrick, et al.
Published: (2022)

Nyström Kernel Stein Discrepancy Tests
by: Kalinke, Florian, et al.
Published: (2026)

An extended latent factor framework for ill-posed linear regression
by: Finocchio, Gianluca, et al.
Published: (2023)

Confidence Sets for Multidimensional Scaling
by: Vishwanath, Siddharth, et al.
Published: (2025)

ICS for complex data with application to outlier detection for density data
by: Mondon, Camille, et al.
Published: (2025)

Maximal Ancillarity, Semiparametric Efficiency, and the Elimination of Nuisances
by: Hallin, Marc, et al.
Published: (2026)

Granulometric Smoothing on Manifolds
by: Bolón, Diego, et al.
Published: (2024)

Estimating a density near an unknown manifold: a Bayesian nonparametric approach
by: Berenfeld, Clément, et al.
Published: (2022)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)

Unit-Weibull Autoregressive Moving Average Models
by: Pumi, Guilherme, et al.
Published: (2022)